+63.1%
BIIB vs ABCL
+199.8%
-136.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.2% | -2.6% | +2.3% |
| 7D | +2.4% | +12.4% | -10.1% | +1.7% |
| 30D | +12.9% | -0.4% | +13.3% | +12.7% |
| 3M | +22.6% | +80.4% | -57.8% | +17.9% |
| 6M | +31.7% | +138.5% | -106.8% | +24.0% |
| YTD | +44.8% | +265.5% | -220.7% | +28.9% |
| All | +63.1% | +199.8% | -136.7% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling